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| Claudio Lupi and Patrizia Ordine |
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| ''Testing for asymmetry in economic time series using bootstrap methods'' |
| ( 2001, Vol. 3 No.8 ) |
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| In this paper we show that phase-scrambling bootstrap offers a natural framework for asymmetry testing in economic time series. A comparison with other bootstrap schemes is also sketched. A Monte Carlo analysis is carried out to evaluate the size and power properties of the phase-scrambling bootstrap-based test. |
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| Keywords: Asymmetric time series |
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| Manuscript Received : Jul 26 2001 | | Manuscript Accepted : Jul 26 2001 |
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